On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix
DOI10.1214/AOS/1176347980zbMATH Open0742.62015OpenAlexW2026786624MaRDI QIDQ1175403FDOQ1175403
Authors: Morris L. Eaton, David E. Tyler 
Publication date: 25 June 1992
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347980
Recommendations
eigenvalue inequalitybootstrap distribution of the eigenvalues of the sample covariance matrixeigenvalues of a random symmetric matrix
Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)
Cited In (39)
- Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
- Principal component analysis from the multivariate familial correlation matrix
- Asymptotic distribution of eigenvalues of weakly dilute Wishart matrices
- Can we trust the bootstrap in high-dimensions? The case of linear models
- Professor Heinz Neudecker and matrix differential calculus
- Dimension reduction based on conditional multiple index density function
- Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data
- On spline approximation of sliced inverse regression
- An analysis of David E. Tyler's publication and coauthor network
- A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
- A bootstrap method for assessing the dimension of a general regression problem
- A simple proof and refinement of Wielandt's eigenvalue inequality
- Perturbation and scaled Cook's distance
- On nondifferentiable functions and the bootstrap
- Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues
- A note on statistical inference for differences of covariances
- A note on a Wielandt type norm inequality
- Testing the eigenvalue structure of spot and integrated covariance
- Consistent estimation of the dimensionality in sliced inverse regression
- Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA
- Dimension reduction based linear surrogate variable approach for model free variable selection
- Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\)
- Exploring the statistical applicability of the Poincaré inequality: a test of normality
- Limiting distribution of roots with differential rates of convergence
- Cotrending: testing for common deterministic trends in varying means model
- Asymptotic and bootstrap tests for subspace dimension
- A note on necessary and sufficient conditions for proving that a random symmetric matrix converges to a given limit
- Nonparametric estimation of non-exchangeable latent-variable models
- Double bootstrapping for visualizing the distribution of descriptive statistics of functional data
- Statistical analysis of Lyapunov exponents from time series: a Jacobian approach.
- Asymptotic theory of multiple-set linear canonical analysis
- Posterior distribution of nondifferentiable functions
- An adaptively resized parametric bootstrap for inference in high-dimensional generalized linear models
- Principal Component Analysis of High-Frequency Data
- Estimating the number of signals using principal component analysis
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
- Finite sample approximation results for principal component analysis: A matrix perturbation approach
- ASYMPTOTIC DISTRIBUTION OF THE LARGEST EIGENVALUE
- PCA consistency in high dimension, low sample size context
This page was built for publication: On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1175403)
